st: Question about xtgls vs xtreg

[Ho-uk Lee <Ho-uk.Lee@business.uconn.edu>]

Hi. I am a stata user and I was wondering if you could help me with the
following two questions.

1) What is the difference between xtgls and xtreg. When should we use xtgls
over xtreg?

2) How come the xtgls command does not produce an R-squared? And, how can I
obtain an R-squared when using the xtgls command.

Thank you,

Ho-uk

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